+553.4%
SE vs IJH
+131.6%
+421.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -2.2% |
| 7D | -5.2% | -1.9% | -3.4% | -3.2% |
| 30D | -17.1% | -4.6% | -12.4% | -12.5% |
| 3M | +24.0% | -1.2% | +25.1% | +25.1% |
| 6M | +21.0% | +9.4% | +11.6% | +8.7% |
| YTD | -16.7% | +13.3% | -30.1% | -28.2% |
| 1Y | -45.9% | +13.4% | -59.3% | -53.5% |
| 3Y | +177.8% | +50.4% | +127.4% | +69.1% |
| 5Y | -67.4% | +49.0% | -116.3% | -78.1% |
| All | +553.4% | +131.6% | +421.8% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling